-20.5%
ZBH vs SPG
+104.3%
-124.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -4.0% |
| 30D | -3.2% | -7.3% | +4.0% | -0.6% |
| 3M | +5.8% | -3.5% | +9.3% | +7.4% |
| 6M | +2.0% | +8.5% | -6.5% | -0.8% |
| YTD | +5.8% | +13.0% | -7.2% | +1.4% |
| 1Y | -7.9% | +18.0% | -26.0% | -13.0% |
| All | -20.5% | +104.3% | -124.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling